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Quantitative Finance · Glossaire

Qu'est-ce que « Layering » ?

Definition 29.2 Strategies II: Volatility, Relative Value, Macro and the Bank Desks · Chapitre 29 — Manipulative Strategies and How They Are Caught

Layering is spoofing with several orders placed at successive price levels on one side of the book, kept away from the best price so that they are seen but unlikely to trade.

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